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Reference [11] investigated the almost sure weak convergence of block-coordinate fixed point algorithms and discussed their applications to nonlinear analysis and optimization. This algorithmic framework features random sweeping rules to…

Optimization and Control · Mathematics 2018-04-17 Patrick L. Combettes , Jean-Christophe Pesquet

We establish linear convergence of relocated fixed-point iterations as introduced by Atenas et al. (2025) assuming the algorithmic operator satisfies a linear error bound. In particular, this framework applies to the setting where the…

Optimization and Control · Mathematics 2025-12-16 Felipe Atenas , Farhana Ahmed Simi , Matthew K Tam

We consider minimization of the sum of a large number of convex functions, and we propose an incremental aggregated version of the proximal algorithm, which bears similarity to the incremental aggregated gradient and subgradient methods…

Systems and Control · Computer Science 2015-11-05 Dimitri P. Bertsekas

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

Distributed optimization is fundamental to modern machine learning applications like federated learning, but existing methods often struggle with ill-conditioned problems and face stability-versus-speed tradeoffs. We introduce fractional…

Machine Learning · Computer Science 2024-12-04 Andrei Lixandru , Marcel van Gerven , Sergio Pequito

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

Partitioning is a fundamental challenge for non-centralized control of large-scale systems, such as hierarchical, decentralized, distributed, and coalitional strategies. The problem consists of finding a decomposition of a network of…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Alessandro Riccardi , Luca Laurenti , Bart De Schutter

We consider distributed optimization problems in which a group of agents are to collaboratively seek the global optimum through peer-to-peer communication networks. The problem arises in various application areas, such as resource…

Optimization and Control · Mathematics 2016-08-30 Jinming Xu , Shanying Zhu , Yeng Chai Soh , Lihua Xie

Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…

Optimization and Control · Mathematics 2021-09-03 Alexander Engelmann , Timm Faulwasser

A numerical framework based on network partition and operator splitting is developed to solve nonlinear differential equations of large-scale dynamic processes encountered in physics, chemistry and biology. Under the assumption that those…

Computational Physics · Physics 2018-01-22 Shucheng Pan , Jianhang Wang , Xiangyu Hu , Nikolaus A. Adams

Derivative-free optimization (DFO) has recently gained a lot of momentum in machine learning, spawning interest in the community to design faster methods for problems where gradients are not accessible. While some attention has been given…

Optimization and Control · Mathematics 2020-08-04 Yuwen Chen , Antonio Orvieto , Aurelien Lucchi

We introduce the resolvent composition, a monotonicity-preserving operation between a linear operator and a set-valued operator, as well as the proximal composition, a convexity-preserving operation between a linear operator and a function.…

Optimization and Control · Mathematics 2023-07-25 Patrick L. Combettes

An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…

Numerical Analysis · Computer Science 2015-05-18 Petr N. Vabishchevich

For solving structured monotone inclusion problems involving the sum of finitely many maximal monotone operators, we propose and study a relative-error inertial-relaxed inexact projective splitting algorithm. The proposed algorithm benefits…

Optimization and Control · Mathematics 2023-01-25 M. Marques Alves , Marina Geremia , Raul T. Marcavillaca

We present a new primal-dual splitting algorithm for structured monotone inclusions in Hilbert spaces and analyze its asymptotic behavior. A novelty of our framework, which is motivated by image recovery applications, is to consider…

Optimization and Control · Mathematics 2014-12-15 Stephen Becker , Patrick L. Combettes

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

The primary goal of this research is to propose a novel architecture for a deep neural network that can solve fractional differential equations accurately. A Gaussian integration rule and a $L_1$ discretization technique are used in the…

Machine Learning · Computer Science 2023-09-15 Ali Nosrati Firoozsalari , Hassan Dana Mazraeh , Alireza Afzal Aghaei , Kourosh Parand

In this paper we present a variant of the proximal forward-backward splitting iteration for solving nonsmooth optimization problems in Hilbert spaces, when the objective function is the sum of two nondifferentiable convex functions. The…

Optimization and Control · Mathematics 2016-01-13 Jose Yunier Bello Cruz

Spectral clustering and its extensions usually consist of two steps: (1) constructing a graph and computing the relaxed solution; (2) discretizing relaxed solutions. Although the former has been extensively investigated, the discretization…

Machine Learning · Computer Science 2023-10-20 Hongyuan Zhang , Xuelong Li